Research Article
Efficient Regularized Regression with Penalty for Variable Selection and Network Construction
Table 3
Performance measures for , , SCAD, and MC+ regularized regressions with cross validation and over 100 simulations and the sample size of , and , where values in the parenthesis are the standard deviations. SF: number of average selected features; MSE: average mean squared error; : average absolute bias when comparing true and estimated parameters.
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